A new preconditioner for elliptic PDE-constrained optimization problems

DOI10.1007/S11075-019-00697-8MaRDI QIDQ2290924zbMATH OpenOpenAlexWikidataFDO

Authors Hamid Mirchi, Davod Khojasteh Salkuyeh

Publication date 29 January 2020

Published in Numerical Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1911.05807

zbMATH Keywords

optimizationpreconditionerfinite elementPDE-constrained

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Discrete approximations in optimal control (49M25)

Abstract: We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial differential equation. Eigenvalue distribution of the preconditioned matrix as well as its eigenvectors are discussed. Numerical results of the proposed preconditioner are compared with several existing preconditioners to show its efficiency.

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Cited in

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• A preconditioner for elliptic PDE-constrained optimization problems
• Some preconditioners for elliptic PDE-constrained optimization problems
• Preconditioners for reduced saddle point systems arising in elliptic PDE-constrained optimization problems
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